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Trade: FIL/USDT/480/LINREG/SSF/7471

Strategy
FIL/USDT/480/LINREG/SSF/7471
Pair
FIL_USDT
Interval
8h
Score
325972
Daily Profit
0.417684
Profit Factor
1.772427
Profitability
32.574032
Streak
0.000000
Best Strategy
Training Data Length
1817.000000
Evaluation Time
2025-10-06 13:39
Expiration Time
2025-11-29 22:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 758931.6173 395940.919 362990.6983 15353767.4341 4455929.5424 10897837.8917
Total P&L (%) 758.9316 395.9409 362.9907 15353.7674 4455.9295 10897.8379
Avg Daily Profit (%) 0.4177 0.2179 0.1998 0.2778 0.2104 0.259
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -59657 -83895 -84350 -4722834 -3502742 -4519319
Profit Factor 1.7724 1.7921 1.7521 1.3375 1.1913 1.4911
Total Trades 439 219 220 439 219 220
Winning Trades 143 71 72 143 71 72
Losing Trades 296 148 148 296 148 148
Profitability (%) 32.574 32.4201 32.7273 32.574 32.4201 32.7273
Ratio Avg Win / Avg Loss 3.6688 3.7355 3.6015 2.7686 2.4832 3.065
Largest Winning Trade 97525 97525 52748 3245673 2650541 3245673
Largest Losing Trade -18667 -18667 -13875 -912639 -899931 -912639
Avg Bars in Trades 12 12 11 12 12 11
Avg Bars in Winners 26 27 25 26 27 25
Avg Bars in Losers 5 5 4 5 5 4
Bars Traded 5364 2775 2589 5364 2775 2589
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 325972 187376 183509 213206 -6859 182206
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5451,
    "evaluation_days": 1817,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604592000000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759747139559,
    "expiration_time": 1764447264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 64,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 3,
            "offset": 0,
            "poles": 2
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            758931.6173468119,
            395940.9190016616,
            362990.6983451507,
            15353767.43411053,
            4455929.542402939,
            10897837.891707592
        ],
        [
            758.931617,
            395.940919,
            362.990698,
            15353.767434,
            4455.929542,
            10897.837892
        ],
        [
            0.417684,
            0.217909,
            0.199775,
            0.27779,
            0.210403,
            0.259019
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -59657,
            -83895,
            -84350,
            -4722834,
            -3502742,
            -4519319
        ],
        [
            1.772427,
            1.792052,
            1.7521,
            1.33753,
            1.191271,
            1.491068
        ],
        [
            439,
            219,
            220,
            439,
            219,
            220
        ],
        [
            143,
            71,
            72,
            143,
            71,
            72
        ],
        [
            296,
            148,
            148,
            296,
            148,
            148
        ],
        [
            32.574032,
            32.420091,
            32.727273,
            32.574032,
            32.420091,
            32.727273
        ],
        [
            3.6688,
            3.735544,
            3.60154,
            2.768594,
            2.483212,
            3.064973
        ],
        [
            97525,
            97525,
            52748,
            3245673,
            2650541,
            3245673
        ],
        [
            -18667,
            -18667,
            -13875,
            -912639,
            -899931,
            -912639
        ],
        [
            12,
            12,
            11,
            12,
            12,
            11
        ],
        [
            26,
            27,
            25,
            26,
            27,
            25
        ],
        [
            5,
            5,
            4,
            5,
            5,
            4
        ],
        [
            5364,
            2775,
            2589,
            5364,
            2775,
            2589
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            325972,
            187376,
            183509,
            213206,
            -6859,
            182206
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5451,
    "evaluation_days": 1817,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604592000000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759747139559,
    "expiration_time": 1764447264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 64,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 3,
            "offset": 0,
            "poles": 2
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)